# Zeitouni, Ofer

Overview
Works: 69 works in 203 publications in 2 languages and 2,123 library holdings Conference papers and proceedings Author, Other, Contributor, 956, 958, Editor QA273.67, 519.2
Publication Timeline
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Most widely held works by Ofer Zeitouni
Large deviations techniques and applications by Amir Dembo( Book )

40 editions published between 1992 and 2010 in English and held by 664 WorldCat member libraries worldwide

The theory of large deviations deals with the evaluation, for a family of probability measures parameterized by a real valued variable, of the probabilities of events which decay exponentially in the parameter. Originally developed in the context of statistical mechanics and of (random) dynamical systems, it proved to be a powerful tool in the analysis of systems where the combined effects of random perturbations lead to a behavior significantly different from the noiseless case. The volume complements the central elements of this theory with selected applications in communication and control systems, bio-molecular sequence analysis, hypothesis testing problems in statistics, and the Gibbs conditioning principle in statistical mechanics. Starting with the definition of the large deviation principle (LDP), the authors provide an overview of large deviation theorems in ${{\rm I\!R}}^d$ followed by their application. In a more abstract setup where the underlying variables take values in a topological space, the authors provide a collection of methods aimed at establishing the LDP, such as transformations of the LDP, relations between the LDP and Laplace's method for the evaluation for exponential integrals, properties of the LDP in topological vector spaces, and the behavior of the LDP under projective limits. They then turn to the study of the LDP for the sample paths of certain stochastic processes and the application of such LDP's to the problem of the exit of randomly perturbed solutions of differential equations from the domain of attraction of stable equilibria. They conclude with the LDP for the empirical measure of (discrete time) random processes: Sanov's theorem for the empirical measure of an i.i.d. sample, its extensions to Markov processes and mixing sequences and their application. The present soft cover edition is a corrected printing of the 1998 edition. Amir Dembo is a Professor of Mathematics and of Statistics at Stanford University. Ofer Zeitouni is a Professor of Mathematics at the Weizmann Institute of Science and at the University of Minnesota
An introduction to random matrices by Greg W Anderson( Book )

20 editions published between 2009 and 2011 in English and held by 309 WorldCat member libraries worldwide

The theory of random matrices plays an important role in many areas of pure mathematics and employs a variety of sophisticated mathematical tools (analytical, probabilistic and combinatorial). This diverse array of tools, while attesting to the vitality of the field, presents several formidable obstacles to the newcomer, and even the expert probabilist. This rigorous introduction to the basic theory is sufficiently self-contained to be accessible to graduate students in mathematics or related sciences, who have mastered probability theory at the graduate level, but have not necessarily been exposed to advanced notions of functional analysis, algebra or geometry. Useful background material is collected in the appendices and exercises are also included throughout to test the reader's understanding. Enumerative techniques, stochastic analysis, large deviations, concentration inequalities, disintegration and Lie algebras all are introduced in the text, which will enable readers to approach the research literature with confidence
Lectures on probability theory and statistics : Ecole d'Eté de Probabilités de Saint-Flour XXXII-2002 by Boris Tsirelson( Book )

22 editions published in 2004 in English and German and held by 97 WorldCat member libraries worldwide

This is yet another indispensable volume for all probabilists and collectors of the Saint-Flour series, and is also of great interest for mathematical physicists. It contains two of the three lecture courses given at the 32nd Probability Summer School in Saint-Flour (July 7-24, 2002). Boris Tsirelson's lectures introduce the notion of nonclassical noise produced by very nonlinear functions of many independent random variables, for instance singular stochastic flows or oriented percolation. Two examples are examined (noise made by a Poisson snake, the Brownian web). A new framework for the scaling limit is proposed, as well as old and new results about noises, stability, and spectral measures. Wendelin Werner's contribution gives a survey of results on conformal invariance, scaling limits and properties of some two-dimensional random curves. It provides a definition and properties of the Schramm-Loewner evolutions, computations (probabilities, critical exponents), the relation with critical exponents of planar Brownian motions, planar self-avoiding walks, critical percolation, loop-erased random walks and uniform spanning trees
Random media at Saint-Flour by F. den Hollander( Book )

7 editions published in 2012 in English and held by 13 WorldCat member libraries worldwide

A general classification rule for probability measures by Ofer Zeitouni( Book )

5 editions published between 1991 and 1993 in English and held by 5 WorldCat member libraries worldwide

We consider the problem of classifying an unknown probability distribution based on a sequence of random samples drawn according to this distribution. Specifically, if A is a subset of the space of all probability measures M1(sigma) over some compact Polish space E, we want to decide whether or not the unknown distribution belongs to A or its complement. We propose an algorithm which leads a.s. to a correct decision for any A satisfying certain structural assumptions. A refined decision procedure is also presented which, given a countable collection Ai C M1(sigma), i = 1, 2 ... each satisfying the structural assumption, will eventually determine a.s. the membership of the distribution in any finite number of the Ai. Applications to density estimation and the problem of order determination of Markov processes are discussed
Large deviations and applications : the finite dimensional case by Amir Dembo( Book )

4 editions published in 1991 in English and held by 5 WorldCat member libraries worldwide

These notes, which form the first chapter of a forthcoming book, are intended to serve as lecture notes on the topic of large deviations and applications for students whose background and interests are in applications which involve finite dimensional spaces. Although narrow in their scope, these notes present a good deal of the methods available for more general situations. A glaring omission is the method of sub-additivity, which will be discussed in another chapter in the book. Another deficiency of these notes is the sketchy bibliography and historical notes. We hope to correct this in the book
Can one decide the type of the mean from the empirical measure by Sanjeev Kulkarni( Book )

4 editions published in 1990 in English and held by 4 WorldCat member libraries worldwide

The problem of deciding whether the mean of an unknown distribution is in a set Alpha or in its complement based on a sequence of independent random variables drawn according to this distribution is considered. Using large deviations techniques, an algorithm is proposed which is shown to lead to an a.s. correct decision for a class of Alpha which are necessarily countable. A refined decision procedure is also presented which, given a countable decomposition of Alpha, can determine a.s. to which set of the decomposition the mean belongs. This extends and simplifies a construction by Cover
Infinite dimensionality results for trajectory MAP estimation based on the Malliavin calculus by Ofer Zeitouni( Book )

4 editions published in 1987 in English and held by 4 WorldCat member libraries worldwide

On the wavelet transform of fractional Brownian motion by J Ramanathan( Book )

3 editions published between 1989 and 1990 in English and held by 4 WorldCat member libraries worldwide

Quenched, annealed and functional large deviations for one-dimensional random walk in random environment by Francis Comets( Book )

3 editions published in 1998 in English and Undetermined and held by 4 WorldCat member libraries worldwide

Some results on the problem of exit from a domain by Ben-Zion Bobrovsky( Book )

2 editions published between 1988 and 1989 in English and held by 3 WorldCat member libraries worldwide

Recursive identification in continuous-time stochastic processes by David Levanony( Book )

2 editions published in 1992 in English and held by 3 WorldCat member libraries worldwide

Maximum a-posteriori estimation of random fields by Amir Dembo( Book )

2 editions published between 1988 and 1989 in English and held by 3 WorldCat member libraries worldwide

Sanov's theorem for sub-sampling from individual sequences by Amir Dembo( Book )

2 editions published in 1994 in English and held by 3 WorldCat member libraries worldwide

Onsager Machlup functionals for a class of non trace class SPDE's by Eddy Mayer-Wolf( Book )

2 editions published in 1991 in English and held by 3 WorldCat member libraries worldwide

A nonstandard form of the rate function for the occupation measure of a Markov chain by Paul Dupuis( Book )

3 editions published in 1995 in English and held by 3 WorldCat member libraries worldwide

Robust diffusion approximation for nonlinear filtering by R. Sh Lipt︠s︡er( Book )

3 editions published in 1996 in English and held by 3 WorldCat member libraries worldwide

On increasing subsequences of I.I.D. samples by Jean-Dominique Deuschel( Book )

3 editions published in 1996 in English and held by 3 WorldCat member libraries worldwide

Quenched sub-exponential tail estimates for one-dimensional random walk in random environment by Nina Gantert( Book )

3 editions published in 1996 in English and held by 3 WorldCat member libraries worldwide

Maximum a-posteriori estimation of random fields : elliptic Gaussian fields observed via a noisy channel by Amir Dembo( Book )

2 editions published between 1988 and 1989 in English and held by 2 WorldCat member libraries worldwide

An extension of the "prior density for path" (Onsager-Machlup functional) is defined and shown to exist for Gaussian fields generated by solutions of elliptic Partial Differential Equations (PDEs) driven by white noise. This functional is then used to define and solve the MAP estimation of such fields observed via nonlinear noisy sensors. Existence results and a representation of the estimator are derived for this model

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Alternative Names
ʿOfer Zaitûnî Israeli mathematician

ʿOfer Zaitûnî matemático israelí

ʿOfer Zaitûnî wiskundige uit Israël

Ofer Zeitouni

Ofer Zeitouni israelischer Mathematiker

Ofer Zeitouni mathématicien israélien

Zeitouni, O.

Zeitouni, Ofer

Zetuni, ʿOfer

Languages
English (132)

German (3)

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